Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527786.0984 | 341385.6507 | 186400.4477 | 1875285.9284 | 1406500.1416 | 468785.7869 |
Total P&L (%) | 527.7861 | 341.3857 | 186.4004 | 1875.2859 | 1406.5001 | 468.7858 |
Avg Daily Profit (%) | 0.2219 | 0.1435 | 0.0784 | 0.1255 | 0.1141 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101797 | -124143 | -76900 | -1140147 | -1143563 | -958827 |
Profit Factor | 1.3601 | 1.515 | 1.2322 | 1.1787 | 1.2975 | 1.0813 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 218 | 115 | 103 | 218 | 115 | 103 |
Losing Trades | 386 | 187 | 199 | 386 | 187 | 199 |
Profitability (%) | 36.0927 | 38.0795 | 34.106 | 36.0927 | 38.0795 | 34.106 |
Ratio Avg Win / Avg Loss | 2.4082 | 2.4635 | 2.3807 | 2.0871 | 2.1098 | 2.0891 |
Largest Winning Trade | 70548 | 70548 | 45683 | 564544 | 564544 | 460933 |
Largest Losing Trade | -30142 | -21455 | -30142 | -411380 | -204555 | -411380 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 9435 | 4979 | 4456 | 9435 | 4979 | 4456 |
Profit Streak | 146.631 | 149.881 | 146.631 | 146.631 | 149.881 | 146.631 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315886 | -1664 | -91829 | -48891 | -41818 | -229605 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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